Exponential approximation and Stein's method of exchangeable pairs
Probability
2012-07-24 v1 Combinatorics
Abstract
We derive a new result for exponential approximation using Stein's method of exchangeable pairs. As an application, an exponential limit theorem with error term is derived for |Tr(U)|^2, where Tr(U) denotes the trace of a matrix chosen from the Haar measure of the unitary group U(n,C).
Keywords
Cite
@article{arxiv.1207.5073,
title = {Exponential approximation and Stein's method of exchangeable pairs},
author = {Jason Fulman and Nathan Ross},
journal= {arXiv preprint arXiv:1207.5073},
year = {2012}
}
Comments
14 pages